+2,896.1%
FITB vs AA
+295.2%
+2,600.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -4.7% | +5.0% | -9.7% | -7.0% |
| 3M | +6.7% | -35.8% | +42.5% | +23.6% |
| 6M | +12.6% | -18.4% | +30.9% | +16.7% |
| YTD | +19.1% | -5.5% | +24.6% | +15.4% |
| 1Y | +22.6% | +61.0% | -38.3% | -5.1% |
| 3Y | +127.1% | +66.2% | +60.9% | +58.8% |
| 5Y | +71.8% | +11.4% | +60.4% | +22.9% |
| 10Y | +287.2% | +116.9% | +170.3% | +66.9% |
| All | +2,896.1% | +295.2% | +2,600.9% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling